COSW vs. EIPI

Last updated Apr 1, 2026

Compare and contrast key facts about Roundhill COST WeeklyPay ETF (COSW) and FT Energy Income Partners Enhanced Income ETF (EIPI).

COSW and EIPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COSW is an actively managed fund by Roundhill. It was launched on Oct 23, 2025. EIPI is an actively managed fund by First Trust. It was launched on Sep 27, 2011.

Performance

COSW vs. EIPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill COST WeeklyPay ETF (COSW) and FT Energy Income Partners Enhanced Income ETF (EIPI). The values are adjusted to include any dividend payments, if applicable.

COSW vs. EIPI - Yearly Performance Comparison

	2026 (YTD)	2025
COSW Roundhill COST WeeklyPay ETF	17.20%	-10.71%
EIPI FT Energy Income Partners Enhanced Income ETF	15.17%	2.39%

Returns By Period

In the year-to-date period, COSW achieves a 17.20% return, which is significantly higher than EIPI's 15.17% return.

COSW

• 1D: -0.54%
• 1M: -2.62%
• YTD: 17.20%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

EIPI

• 1D: -0.49%
• 1M: 1.92%
• YTD: 15.17%
• 6M: 17.66%
• 1Y: 19.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

COSW vs. EIPI - Expense Ratio Comparison

COSW has a 0.99% expense ratio, which is lower than EIPI's 1.11% expense ratio.

EIPI

FT Energy Income Partners Enhanced Income ETF

COSW

Roundhill COST WeeklyPay ETF

Return for Risk

COSW vs. EIPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EIPI

EIPI Risk / Return Rank: 72
EIPI Sharpe Ratio Rank: 76
EIPI Sortino Ratio Rank: 72
EIPI Omega Ratio Rank: 78
EIPI Calmar Ratio Rank: 64
EIPI Martin Ratio Rank: 69

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COSW vs. EIPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and FT Energy Income Partners Enhanced Income ETF (EIPI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	COSW	EIPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	1.68	-1.24

Correlation

The correlation between COSW and EIPI is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

COSW vs. EIPI - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 12.26%, more than EIPI's 6.67% yield.

	TTM	2025	2024
COSW Roundhill COST WeeklyPay ETF	12.26%	4.96%	0.00%
EIPI FT Energy Income Partners Enhanced Income ETF	6.67%	9.71%	6.31%

Drawdowns

COSW vs. EIPI - Drawdown Comparison

The maximum COSW drawdown since its inception was -12.17%, roughly equal to the maximum EIPI drawdown of -12.33%. Use the drawdown chart below to compare losses from any high point for COSW and EIPI.

Drawdown Indicators

	COSW	EIPI	Difference
Max Drawdown Largest peak-to-trough decline	-12.17%	-12.33%	+0.16%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.33%	—
Current Drawdown Current decline from peak	-3.28%	-0.49%	-2.79%
Average Drawdown Average peak-to-trough decline	-4.05%	-1.68%	-2.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.82%	—

Volatility

Volatility by Period

	COSW	EIPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.58%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.88%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.36%	13.97%	+11.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.36%	13.24%	+12.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.36%	13.24%	+12.12%